Cytopenias or coagulation deficiencies can occur in people living with HIV (PLWH). The severity of these disorders is influenced by the low levels of CD4+ lymphocytes, viral load, and the stage of viral infection. The aim of our retrospective observational study was to determine the frequency of cytopenias and coagulation deficiencies in PLWH as well as the need for replacement therapy with blood products. We sought to determine whether there is an association between severe anemia or thrombocytopenia (requiring replacement therapy) and CD4+T lymphocyte levels. All 29 patients were critically ill, with 27 out of 29 (93%) in advanced stages of HIV disease and 23 out of 29 (79%) having CD4+ lymphocyte counts below 200 cells/microL. Most patients were either late presenters (45%) or had been lost to follow-up (41%). In addition to HIV infection, various conditions that could alter hematologic parameters were associated, including co-infections with hepatitis viruses, tuberculosis at various sites, malignant diseases, sepsis, SARS-CoV-2 infection, or other opportunistic infections. No significant correlation was found between severe anemia or severe thrombocytopenia or coagulation deficiencies and the CD4+T lymphocyte count. Our data suggest that these hematological disorders in patients with advanced HIV infection are more likely to be associated comorbidities rather than the HIV infection per se.